From 9c8d77e1c4d98033e5941d13905a246d68007ec3 Mon Sep 17 00:00:00 2001 From: csh Date: Tue, 25 Aug 2026 13:16:45 +0800 Subject: [PATCH] :memo: docs(tsl-api): resolve backtesting return contract --- docs/tsl/modules/tsbacktesting.md | 82 ++-- .../data/framework_index.json | 427 +++++++++++++++++- .../tsl-api-reference/data/function_index.tsv | 10 +- .../codegen/module/ts-backtesting.md | 90 +++- .../scripts/framework_lookup.py | 144 +++++- .../workflows/class-and-framework.md | 2 + test/test_tsl_api_framework.py | 135 +++++- 7 files changed, 834 insertions(+), 56 deletions(-) diff --git a/docs/tsl/modules/tsbacktesting.md b/docs/tsl/modules/tsbacktesting.md index 320ae0c3..ee26f6f9 100644 --- a/docs/tsl/modules/tsbacktesting.md +++ b/docs/tsl/modules/tsbacktesting.md @@ -30,7 +30,7 @@ end; function MyBackTesting.GetTradeOrder(vEndT); override; begin - return -1; + return array(); // 占位：实际策略替换为目标持仓或交易明细 end; function RunBackTest(begT, endT); @@ -54,8 +54,9 @@ end; 返回规则： - `GetTradeOrder(vEndT)` 返回二维数组：表示当前时点的目标持仓或交易明细。 -- `GetTradeOrder(vEndT)` 返回空数组：比例类组合表示完全清仓。 -- `GetTradeOrder(vEndT)` 返回 `-1`：表示当前时点不调仓或不交易。 +- 数量类组合返回空数组：表示当前时点没有交易。 +- 比例类组合返回空数组：表示完全清仓。 +- 比例类某个调仓日不调仓：返回非数组控制值。 ## 回测开发流程 @@ -76,21 +77,25 @@ end; ## 交易数据字段 +下表把标准字段要求与框架允许的省略默认分开：`标准非空` 表示标准输入形状要求，`配置/省略规则` 表示配置替代或兼容默认。 + ### 比例类组合字段 `FGroupType := 1` 时，`GetTradeOrder(vEndT)` 返回目标持仓和目标比例。 -| 字段 | 必填 | 接收类型 | 说明 | -| --------------- | ---- | ---------- | -------------------------------------------------------- | -| `截止日` | 是 | `DateTime` | 通常等于 `vEndT` | -| `代码` | 是 | 字符串 | 目标持仓证券代码 | -| `方向` | 是 | 整数 | `1` 多单；`0` 空单；缺省时按多单处理 | -| `比例(%)` | 是 | 数值 | 目标持仓比例；`FRateType <> -1` 时可由框架按配比方式计算 | -| `成交价` | 否 | 数值 | 比例类通常由 `FPriceType` 或 `FPriceRateTo0` 决定 | -| `乘数` | 否 | 数值 | 默认 `1` | -| `保证金比例(%)` | 否 | 数值 | 默认 `100` | -| `开仓费率(%)` | 是 | 数值 | 开仓费率；股票、基金常见默认 `0.1` | -| `平仓费率(%)` | 是 | 数值 | 平仓费率；期货常见默认 `0.01` | +| 字段 | 标准非空 | 接收类型 | 配置/省略规则 | +| --------------- | -------- | ---------- | -------------------------------------------------------- | +| `截止日` | 是 | `DateTime` | 通常等于 `vEndT` | +| `代码` | 是 | 字符串 | 目标持仓证券代码 | +| `方向` | 是 | 整数 | `1` 多单；`0` 空单；兼容省略时默认多单 | +| `比例(%)` | 是 | 数值 | `FRateType := -1` 时必须提供；其它配比方式由框架计算 | +| `成交价` | 否 | 数值 | 通常由 `FPriceType` 获取；自定义成交价时必须提供 | +| `乘数` | 否 | 数值 | 省略时按品种或默认 `1` | +| `保证金比例(%)` | 否 | 数值 | 省略时按品种或默认 `100` | +| `开仓费率(%)` | 是 | 数值 | 省略时使用品种默认费率 | +| `平仓费率(%)` | 是 | 数值 | 省略时使用品种默认费率 | + +`名称` 可出现在用户导入数据或示例中，但不属于比例类必需契约字段。 比例类方向值： @@ -111,21 +116,23 @@ end; `FGroupType := 2` 时，`GetTradeOrder(vEndT)` 返回交易明细。 -| 字段 | 必填 | 接收类型 | 说明 | -| ----------------- | -------- | ---------- | -------------------------------------------------- | -| `截止日` | 是 | `DateTime` | 通常等于 `vEndT` | -| `代码` | 是 | 字符串 | 交易证券代码 | -| `方向` | 是 | 整数 | `1` 多单；`0` 空单；缺省时按多单处理 | -| `动作` | 是 | 整数 | `0` 开仓；`1` 平仓；缺省时按开仓处理 | -| `成交量` | 条件必填 | 数值 | `FOpenVolType := 1` 或 `FCloseVolType := 1` 时提供 | -| `资金` | 条件必填 | 数值 | `FOpenVolType := 2` 时提供 | -| `剩余资金占比(%)` | 条件必填 | 数值 | `FOpenVolType := 3` 时提供 | -| `平仓数量占比(%)` | 条件必填 | 数值 | `FCloseVolType := 2` 时提供 | -| `成交价` | 是 | 数值 | 交易成交价 | -| `乘数` | 否 | 数值 | 默认 `1` | -| `保证金比例(%)` | 否 | 数值 | 默认 `100` | -| `费率(%)` | 条件必填 | 数值 | `FFeeType := 1` 时提供 | -| `费用` | 条件必填 | 数值 | `FFeeType := 2` 时提供；只适合数量类 | +| 字段 | 标准非空 | 接收类型 | 配置/省略规则 | +| ----------------- | -------- | ---------- | ------------------------------------------------------------ | +| `截止日` | 是 | `DateTime` | 通常等于 `vEndT` | +| `代码` | 是 | 字符串 | 交易证券代码 | +| `方向` | 是 | 整数 | `1` 多单；`0` 空单；兼容省略时默认多单 | +| `动作` | 是 | 整数 | `0` 开仓；`1` 平仓；兼容省略时默认开仓 | +| `成交量` | 是 | 数值 | 固定成交量时提供；期权动作 `0`、`32`、`33` 必须提供 | +| `成交价` | 是 | 数值 | 标准交易明细应提供；系统价可由 `FPriceType` 取得，自定义时必须提供 | +| `乘数` | 否 | 数值 | 省略时按品种或默认值处理 | +| `保证金比例(%)` | 否 | 数值 | 省略时按品种或默认值处理 | +| `费率(%)` | 是 | 数值 | `FFeeType := 1`；省略时使用品种默认费率 | +| `资金` | 条件 | 数值 | 开仓且 `FOpenVolType := 2` | +| `剩余资金占比(%)` | 条件 | 数值 | 开仓且 `FOpenVolType := 3` | +| `平仓数量占比(%)` | 条件 | 数值 | 平仓且 `FCloseVolType := 2` | +| `费用` | 条件 | 数值 | `FFeeType := 2` 时直接提供单笔费用；只适合数量类 | + +`FOpenVolType`/`FCloseVolType` 决定成交量替代字段：开仓模式为 `2/3` 时分别提供 `资金`/`剩余资金占比(%)`，平仓模式为 `2` 时提供 `平仓数量占比(%)`，这些模式下不再把 `成交量` 作为用户输入列。`名称` 只属于常见导入/展示列，不是数量类必需契约字段。 数量类方向和动作： @@ -151,17 +158,19 @@ end; | 字段 | 必填 | 接收类型 | 说明 | | ------------------- | -------- | ---------- | -------------------------------------------------------- | -| `组 ID` | 是 | 字符串 | 同一组合内成分合约使用同一个组 ID | +| `组 ID` | 是 | 字符串 | 未构成组合时为空；同一组合内成分合约使用同一个组 ID | | `截止日` | 是 | `DateTime` | 交易时点 | | `代码` | 是 | 字符串 | 期权或期货合约代码 | | `方向` | 是 | 整数 | `1` 权利仓或多单；`0` 义务仓或空单 | | `动作` | 是 | 整数 | `0` 开仓；`1` 平仓；`32` 构建期权组合；`33` 解锁期权组合 | | `成交价` | 是 | 数值 | 构建、解锁交易中可为任意大于 `0` 的实数 | -| `成交量` | 是 | 数值 | 合约数量 | -| `费率(%)` 或 `费用` | 条件必填 | 数值 | 由 `FFeeType` 决定 | +| `成交量` | 条件必填 | 数值 | 动作 `0`、`32`、`33` 必须提供；动作 `1` 可改用平仓占比 | +| `费率(%)` 或 `费用` | 条件字段 | 数值 | 由 `FFeeType` 决定；动作 `32/33` 时对应值为 `0` | | `乘数` | 否 | 数值 | 按品种设置 | | `保证金比例(%)` | 否 | 数值 | 按品种设置 | -| `组合类型` | 条件必填 | 字符串 | 组合策略标识，如 `CNSJC`、`STD` 等 | +| `组合类型` | 否 | 字符串 | 组合策略标识，如 `CNSJC`、`STD`；单腿或未识别时可为空 | + +同一组合必须返回全部成分合约，且各行的 `组 ID`、`动作`、`成交量` 相同。 期权组合动作： @@ -232,6 +241,7 @@ end; | `5` | 等股数 | 按等股数分配 | | `6` | 流通市值平方根加权 | 按流通市值平方根分配 | | `7` | 总市值平方根加权 | 按总市值平方根分配 | +| `8` | 剩余资金等比例分配 | 先处理平仓，再把剩余资金等分给开仓证券 | `FPriceRateTo0` 取值： @@ -396,7 +406,7 @@ obj.FBMOption := 0; 用途：获取当前时点目标持仓或交易明细。 参数个数：1 -返回值：二维数组、空数组或 `-1`。 +返回值：通常为二维数组；比例类当前调仓日不调仓时，可返回非数组控制值。 | 参数位置 | 参数名 | 必填 | 接收类型 | 说明 | | -------- | ------- | ---- | ---------- | ----------------------------------------------------------------- | @@ -407,6 +417,8 @@ obj.FBMOption := 0; - 必须在子类中重写。 - 不要在 `GetTradeOrder(vEndT)` 中修改 `vEndT`。 - 如果要使用历史区间，从 `vEndT` 推导，例如 `stockzf(incMonth(vEndT, -1), vEndT)`。 +- 数量类空数组表示当前时点无交易；比例类空数组表示完全清仓。 +- 比例类当前调仓日不调仓时返回非数组控制值。 ### 可重写方法 @@ -606,7 +618,7 @@ obj.FBMOption := 0; | 情况 | 生成处理 | | ------------------------------ | ----------------------------------------------------------------- | -| 只有“写回测框架”，没有策略逻辑 | 生成 `TSBackTesting` 子类骨架，`GetTradeOrder(vEndT)` 先返回 `-1` | +| 只有“写回测框架”，没有策略逻辑 | 生成 `TSBackTesting` 子类骨架，比例类 `GetTradeOrder(vEndT)` 使用空数组占位 | | 没有证券池、调仓规则或交易明细 | 只生成框架和参数入口，不生成具体交易信号 | | 没有期权需求 | 使用比例类或数量类普通字段，不加入期权组合字段 | | `FGroupType := 1` | `GetTradeOrder(vEndT)` 返回目标持仓和目标比例字段 | diff --git a/skills/tsl-api-reference/data/framework_index.json b/skills/tsl-api-reference/data/framework_index.json index ab579d09..133393de 100644 --- a/skills/tsl-api-reference/data/framework_index.json +++ b/skills/tsl-api-reference/data/framework_index.json @@ -98,11 +98,46 @@ }, { "api": "tsBackTesting.FGroupType", - "role": "candidate_mode_discriminator", + "role": "return_schema_discriminator", "contract_evidence_required": true, "evidence": [ "module/ts-backtesting.md#fgrouptype" ] + }, + { + "api": "tsBackTesting.FRateType", + "role": "ratio_allocation_mode", + "evidence": [ + "module/ts-backtesting.md#fratetype" + ] + }, + { + "api": "tsBackTesting.FPriceType", + "role": "execution_price_mode", + "evidence": [ + "module/ts-backtesting.md#fpricetype" + ] + }, + { + "api": "tsBackTesting.FFeeType", + "role": "fee_input_mode", + "evidence": [ + "module/ts-backtesting.md#ffeetype" + ] + }, + { + "api": "tsBackTesting.FOpenVolType", + "role": "quantity_open_size_mode", + "evidence": [ + "module/ts-backtesting.md#fopenvoltype" + ] + }, + { + "api": "tsBackTesting.FCloseVolType", + "role": "quantity_close_size_mode", + "evidence": [ + "module/ts-backtesting.md#fclosevoltype" + ] } ], "hooks": [ @@ -198,10 +233,394 @@ "contracts": [ { "id": "ts-backtesting-trade-order", - "status": "incomplete", + "status": "resolved", "callback": "tsBackTesting.GetTradeOrder", - "reason": "The reference states target holdings or trade details but does not yet define the mode-specific record fields.", - "required_next_step": "Resolve the configuration-to-return-schema mapping before generating callback fields.", + "mode_discriminator": { + "api": "tsBackTesting.FGroupType" + }, + "return_schemas": [ + { + "id": "ratio-target-holdings", + "when": { + "FGroupType": "1" + }, + "result_kind": "target_holdings", + "record_shape": "table_array", + "fields": [ + { + "name": "截止日", + "type": "date_time", + "required": true, + "pdf_non_empty": true + }, + { + "name": "代码", + "type": "string", + "required": true, + "pdf_non_empty": true + }, + { + "name": "方向", + "type": "integer", + "required": false, + "default": "1", + "pdf_non_empty": true, + "values": { + "0": "short", + "1": "long" + } + }, + { + "name": "比例(%)", + "type": "numeric", + "pdf_non_empty": true, + "required_when": [ + { + "field": "FRateType", + "equals": [ + "-1" + ] + } + ] + }, + { + "name": "成交价", + "type": "numeric", + "pdf_non_empty": false, + "required_when": [ + { + "field": "FPriceType", + "equals": [ + "-1" + ] + } + ], + "description": "Provide when FPriceType=-1; otherwise the framework selects the execution price." + }, + { + "name": "乘数", + "type": "numeric", + "required": false, + "pdf_non_empty": false, + "default": "1_or_instrument_default" + }, + { + "name": "保证金比例(%)", + "type": "numeric", + "required": false, + "pdf_non_empty": false, + "default": "100_or_instrument_default" + }, + { + "name": "开仓费率(%)", + "type": "numeric", + "required": false, + "pdf_non_empty": true, + "used_when": [ + { + "field": "FFeeType", + "equals": [ + "1" + ] + } + ], + "fallback": "tsBackTesting.StockFee" + }, + { + "name": "平仓费率(%)", + "type": "numeric", + "required": false, + "pdf_non_empty": true, + "used_when": [ + { + "field": "FFeeType", + "equals": [ + "1" + ] + } + ], + "fallback": "tsBackTesting.StockFee" + } + ], + "alternate_returns": [ + { + "type": "empty_array", + "meaning": "clear_all_positions" + }, + { + "type": "non_array", + "meaning": "skip_current_rebalance", + "documented_examples": [ + -1, + 1 + ] + } + ], + "evidence": [ + "module/ts-backtesting.md#gettradeorderv_end_t" + ] + }, + { + "id": "quantity-trade-details", + "when": { + "FGroupType": "2" + }, + "result_kind": "trade_details", + "record_shape": "table_array", + "fields": [ + { + "name": "截止日", + "type": "date_time", + "required": true, + "pdf_non_empty": true + }, + { + "name": "代码", + "type": "string", + "required": true, + "pdf_non_empty": true + }, + { + "name": "方向", + "type": "integer", + "required": false, + "default": "1", + "pdf_non_empty": true, + "values": { + "0": "short", + "1": "long" + } + }, + { + "name": "动作", + "type": "integer", + "required": true, + "compat_default": "0", + "pdf_non_empty": true, + "values": { + "0": "open", + "1": "close", + "32": "build_option_group", + "33": "unlock_option_group" + } + }, + { + "name": "成交量", + "type": "numeric", + "pdf_non_empty": true, + "required_when": [ + { + "field": "FOpenVolType", + "equals": [ + "1" + ], + "record_when": { + "动作": [ + "0" + ] + } + }, + { + "field": "FCloseVolType", + "equals": [ + "1" + ], + "record_when": { + "动作": [ + "1" + ] + } + } + ], + "record_required_when": { + "动作": [ + "32", + "33" + ] + } + }, + { + "name": "成交价", + "type": "numeric", + "pdf_non_empty": true, + "required_when": [ + { + "field": "FPriceType", + "equals": [ + "-1" + ] + } + ], + "record_required_when": { + "动作": [ + "32", + "33" + ] + }, + "record_constraint_when": { + "动作": { + "32": "greater_than_zero", + "33": "greater_than_zero" + } + } + }, + { + "name": "资金", + "type": "numeric", + "required_when": [ + { + "field": "FOpenVolType", + "equals": [ + "2" + ], + "record_when": { + "动作": [ + "0" + ] + } + } + ] + }, + { + "name": "剩余资金占比(%)", + "type": "numeric", + "required_when": [ + { + "field": "FOpenVolType", + "equals": [ + "3" + ], + "record_when": { + "动作": [ + "0" + ] + } + } + ] + }, + { + "name": "平仓数量占比(%)", + "type": "numeric", + "required_when": [ + { + "field": "FCloseVolType", + "equals": [ + "2" + ], + "record_when": { + "动作": [ + "1" + ] + } + } + ] + }, + { + "name": "乘数", + "type": "numeric", + "required": false, + "pdf_non_empty": false, + "default": "1_or_instrument_default" + }, + { + "name": "保证金比例(%)", + "type": "numeric", + "required": false, + "pdf_non_empty": false, + "default": "100_or_instrument_default" + }, + { + "name": "费率(%)", + "type": "numeric", + "pdf_non_empty": true, + "used_when": [ + { + "field": "FFeeType", + "equals": [ + "1" + ] + } + ], + "record_value_when": { + "动作": { + "32": 0, + "33": 0 + } + }, + "fallback": "tsBackTesting.StockFee" + }, + { + "name": "费用", + "type": "numeric", + "pdf_non_empty": false, + "required_when": [ + { + "field": "FFeeType", + "equals": [ + "2" + ] + } + ], + "record_value_when": { + "动作": { + "32": 0, + "33": 0 + } + } + }, + { + "name": "组 ID", + "type": "string", + "pdf_non_empty": true, + "required": false, + "applies_when": "option_group_strategy", + "required_in_extension": true, + "description": "Required as a non-empty shared identifier for option-group rows; empty for ungrouped single-leg rows." + }, + { + "name": "组合类型", + "type": "string", + "pdf_non_empty": false, + "required": false, + "applies_when": "option_group_strategy", + "description": "Option strategy identifier such as CNSJC or STD; may be empty for single-leg or unrecognized combinations." + } + ], + "record_rules": [ + { + "when": "option_group_strategy", + "rule": "Return all component contracts for a group; rows in the same group share 组 ID, 动作, and 成交量." + }, + { + "when": { + "动作": [ + "0", + "32", + "33" + ] + }, + "rule": "Option-group opening, construction, and unlock records use a concrete 成交量; action 1 may instead use 平仓数量占比(%)." + }, + { + "when": { + "动作": [ + "0" + ] + }, + "rule": "Option-group opening (action 0) uses FOpenVolType=1; fixed-amount and remaining-funds modes are not supported for this action." + } + ], + "alternate_returns": [ + { + "type": "empty_array", + "meaning": "no_trade_at_current_time" + } + ], + "evidence": [ + "module/ts-backtesting.md#gettradeorderv_end_t" + ] + } + ], "evidence": [ "module/ts-backtesting.md#gettradeorderv_end_t" ] diff --git a/skills/tsl-api-reference/data/function_index.tsv b/skills/tsl-api-reference/data/function_index.tsv index f886f6b9..91667312 100644 --- a/skills/tsl-api-reference/data/function_index.tsv +++ b/skills/tsl-api-reference/data/function_index.tsv @@ -2658,6 +2658,7 @@ FClearCycle module ts-timing-evaluation FClearCycle module/ts-timing-evaluation. FClose_N1 module ts-statistical-arbitrage FClose_N1 module/ts-statistical-arbitrage.md fclose_n1 上侧平仓标准差倍数 field instance public tsStatisticalArbitrage tsStatisticalArbitrage.FClose_N1 FClose_N2 module ts-statistical-arbitrage FClose_N2 module/ts-statistical-arbitrage.md fclose_n2 下侧平仓标准差倍数 field instance public tsStatisticalArbitrage tsStatisticalArbitrage.FClose_N2 FCloseFeeRate module ts-timing-evaluation FCloseFeeRate module/ts-timing-evaluation.md fclosefeerate 平仓费率(%) 0 field instance public tsTimingEvaluation tsTimingEvaluation.FCloseFeeRate +FCloseVolType module ts-backtesting FCloseVolType module/ts-backtesting.md fclosevoltype 数量类组合平仓数量模式 1：固定成交量法；2：可平仓数量占比法 field instance public tsBackTesting tsBackTesting.FCloseVolType FcLowestFee module ts-backtesting FcLowestFee module/ts-backtesting.md fclowestfee 平仓最低费用 5.0 field instance public tsBackTesting tsBackTesting.FcLowestFee FCombinations module ts-backtest-overfit-prob FCombinations module/ts-backtest-overfit-prob.md fcombinations 生成的子集组合 field instance public tsBacktestOverfitProb tsBacktestOverfitProb.FCombinations FComFactorArr module ts-hg-data-process FComFactorArr module/ts-hg-data-process.md fcomfactorarr 合成因子库 array() field instance public ts_HGDataProcess ts_HGDataProcess.FComFactorArr @@ -2782,7 +2783,7 @@ FFaRet module ts-factor-portfolio-optimizer FFaRet module/ts-factor-portfolio-op FFaRets module ts-factor-portfolio-optimizer FFaRets module/ts-factor-portfolio-optimizer.md ffarets 因子收益序列 field instance public tsFactorPortfolioOptimizer tsFactorPortfolioOptimizer.FFaRets FFeature module ts-persistence-of-fund FFeature module/ts-persistence-of-fund.md ffeature 基金业绩指标 field instance public ts_PersistenceOfFund ts_PersistenceOfFund.FFeature FFeeRate module derivatives-analysis FFeeRate module/derivatives-analysis/option-delta-hedging.md ffeerate 交易费率百分比，默认值为 0 field instance public opDeltaHedging opDeltaHedging.FFeeRate -FFeeType module ts-backtesting FFeeType module/ts-backtesting.md ffeetype 费用类别 1：费率法 field instance public tsBackTesting tsBackTesting.FFeeType +FFeeType module ts-backtesting FFeeType module/ts-backtesting.md ffeetype 费用类别 1：费率法；2：费用法。比例类只能使用费率法；数量类可使用费率法或费用法 field instance public tsBackTesting tsBackTesting.FFeeType FFeeType2 module ts-backtesting FFeeType2 module/ts-backtesting.md ffeetype2 比例类费率 1： 历史明细中查找开、 平仓费率 field instance public tsBackTesting tsBackTesting.FFeeType2 FfhExchangeRatetype module ts-backtesting FfhExchangeRatetype module/ts-backtesting.md ffhexchangeratetype 分红汇率类型 2：对应市场结算汇率中间价 field instance public tsBackTesting tsBackTesting.FfhExchangeRatetype ffi_es dotnet financial ffi_es(w_p, x, f, delta, confidence_interval) dotnet/financial/financial_engineering-risk_model-application-risk_analysis-algorithm_layer.md ffi_es 金融 金融工程 风险模型 应用 风险分析 算法层 返回 获取 ES 返回期望损失ES function ffi_es @@ -2824,7 +2825,7 @@ fgRight builtin graph fgRight() builtin/graph.md fgright 图形对象 图形 图 fgRightDown builtin graph fgRightDown() builtin/graph.md fgrightdown 图形对象 图形 图表 graph 对象 实例 object 右下 function fgRightDown fgRightUp builtin graph fgRightUp() builtin/graph.md fgrightup 图形对象 图形 图表 graph 对象 实例 object 右上 function fgRightUp FGroups module ts-multi-factor FGroups module/ts-multi-factor.md fgroups 五分位 field instance public tsMultiFactor tsMultiFactor.FGroups -FGroupType module ts-backtesting FGroupType module/ts-backtesting.md fgrouptype 组合类型 1：比例类组合 field instance public tsBackTesting tsBackTesting.FGroupType +FGroupType module ts-backtesting FGroupType module/ts-backtesting.md fgrouptype 组合类型 1：比例类组合；2：数量类组合。期权不支持比例类回测 field instance public tsBackTesting tsBackTesting.FGroupType FGroupType module ts-multi-factor FGroupType module/ts-multi-factor.md fgrouptype 分组方式 1：百分位 field instance public tsMultiFactor tsMultiFactor.FGroupType fgUp builtin graph fgUp() builtin/graph.md fgup 图形对象 图形 图表 graph 对象 实例 object 上 function fgUp Fh dotnet math Fh dotnet/math/optimization.md fh 二次型 field instance public tsOptimizer tsOptimizer.Fh @@ -3149,6 +3150,7 @@ footerValue dotnet base footerValue(t, from_col, tocol, average_col_field, _type FOpen_N1 module ts-statistical-arbitrage FOpen_N1 module/ts-statistical-arbitrage.md fopen_n1 上侧开仓标准差倍数 field instance public tsStatisticalArbitrage tsStatisticalArbitrage.FOpen_N1 FOpen_N2 module ts-statistical-arbitrage FOpen_N2 module/ts-statistical-arbitrage.md fopen_n2 下侧开仓标准差倍数 field instance public tsStatisticalArbitrage tsStatisticalArbitrage.FOpen_N2 FOpenFeeRate module ts-timing-evaluation FOpenFeeRate module/ts-timing-evaluation.md fopenfeerate 开仓费率(%) 0 field instance public tsTimingEvaluation tsTimingEvaluation.FOpenFeeRate +FOpenVolType module ts-backtesting FOpenVolType module/ts-backtesting.md fopenvoltype 数量类组合开仓数量模式 1：固定成交量法；2：固定金额法；3：剩余资金占比法 field instance public tsBackTesting tsBackTesting.FOpenVolType FOPMaturityDate module derivatives-analysis FOPMaturityDate module/derivatives-analysis/option-instrument-indicators.md fopmaturitydate 到期月份序号；0 为全部，1 为近月，2 为次近月，依次类推 field instance public ts_Options_Screening ts_Options_Screening.FOPMaturityDate FOPPZID module derivatives-analysis FOPPZID module/derivatives-analysis/option-instrument-indicators.md foppzid 期权品种或标的代码；空字符串表示不按品种筛选 field instance public ts_Options_Screening ts_Options_Screening.FOPPZID FOpsId module ts-ops FOpsId module/ts-ops.md fopsid 服务标识 TS-OPS 服务 ID property instance public opsServer opsServer.FOpsId @@ -3189,7 +3191,7 @@ FPriceRateTo0 module ts-backtesting FPriceRateTo0 module/ts-backtesting.md fpric FPriceStep module bond-research FPriceStep module/bond-research/bond-price-segmentation.md fpricestep 价格频数分布步长，单位为元，默认 10 field instance public cb_PriceAndDeadlineData cb_PriceAndDeadlineData.FPriceStep FPriceType module bond-research FPriceType module/bond-research/bond-price-segmentation.md fpricetype 统计最高价和最低价时使用的价格类型；0 为收盘价，1 为当日最高价或最低价 field instance public cb_PriceAndDeadlineData cb_PriceAndDeadlineData.FPriceType FPriceType module factor-research FPriceType module/factor-research/index-chip-factors.md fpricetype 指数均价算法；支持算术平均、成交量加权、成交金额加权及调整后的成交量加权 field instance public ts_IndexChipDistribution ts_IndexChipDistribution.FPriceType -FPriceType module ts-backtesting FPriceType module/ts-backtesting.md fpricetype 成交价类别 3：日均价 field instance public tsBackTesting tsBackTesting.FPriceType +FPriceType module ts-backtesting FPriceType module/ts-backtesting.md fpricetype 成交价类别 -1：用户自定义；1：时点价格；2：收盘价；3：日均价；4：开盘价；5：系统昨收 field instance public tsBackTesting tsBackTesting.FPriceType FpriceType module ts-multi-factor FpriceType module/ts-multi-factor.md fpricetype 成交价类别 2：收盘价 field instance public tsMultiFactor tsMultiFactor.FpriceType FPrincDZ module ts-hg-risk-pca FPrincDZ module/ts-hg-risk-pca.md fprincdz 主成分对照 见 FPrincDZ 默认值 field instance public ts_HGRiskPCA ts_HGRiskPCA.FPrincDZ FPurchaseRatio module fund-research FPurchaseRatio module/fund-research/fixed-amount-investment.md fpurchaseratio 申购费率，单位为百分比 field instance public ts_AIPBackTesting ts_AIPBackTesting.FPurchaseRatio @@ -3229,7 +3231,7 @@ frameStocksMark_GetGrouptail module strategy-selection-tools frameStocksMark_Get frameupdate dotnet base frameupdate(left, right, ons, type) dotnet/base/array.md frameupdate 数组 数据表 更新 缺失值 merge update table 按键字段用右表补充或更新左表中的缺失值，并直接修改左表 function frameupdate framevaluecounts dotnet base framevaluecounts(data, countfieldname, iforder) dotnet/base/array.md framevaluecounts 数据表-计数 function framevaluecounts FRateType module quick-back-testing FRateType module/quick-back-testing.md fratetype 比例类组合资金分配方式 4：等权重 field instance public quickBackTesting quickBackTesting.FRateType -FRateType module ts-backtesting FRateType module/ts-backtesting.md fratetype 比例类组合资金分配方式 4：等权重 field instance public tsBackTesting tsBackTesting.FRateType +FRateType module ts-backtesting FRateType module/ts-backtesting.md fratetype 比例类组合资金分配方式；-1：用户自定义比例；0/1/4/5/6/7 为系统配比；8：剩余资金等比例分配；默认 4：等权重 field instance public tsBackTesting tsBackTesting.FRateType FRateType module ts-future-multifactor FRateType module/ts-future-multifactor.md fratetype 比例类型 4(等权) field instance public tsFutureMultiFactor tsFutureMultiFactor.FRateType FRateType module ts-multi-factor FRateType module/ts-multi-factor.md fratetype 个股资金分配方法 4：等权重 field instance public tsMultiFactor tsMultiFactor.FRateType FRatio module tinysoft-strategies FRatio module/tinysoft-strategies/market-cap-rotation.md fratio 买卖费率百分比，默认值为 0.1 field instance public tsLargeAndSmallTurning tsLargeAndSmallTurning.FRatio diff --git a/skills/tsl-api-reference/references/codegen/module/ts-backtesting.md b/skills/tsl-api-reference/references/codegen/module/ts-backtesting.md index ac042937..03c882a8 100644 --- a/skills/tsl-api-reference/references/codegen/module/ts-backtesting.md +++ b/skills/tsl-api-reference/references/codegen/module/ts-backtesting.md @@ -42,7 +42,7 @@ 声明：field -组合类型 1：比例类组合 +组合类型 1：比例类组合；2：数量类组合。期权不支持比例类回测 可见性：`public` @@ -82,7 +82,7 @@ 声明：field -成交价类别 3：日均价 +成交价类别 -1：用户自定义；1：时点价格；2：收盘价；3：日均价；4：开盘价；5：系统昨收 可见性：`public` @@ -92,7 +92,27 @@ 声明：field -费用类别 1：费率法 +费用类别 1：费率法；2：费用法。比例类只能使用费率法；数量类可使用费率法或费用法 + +可见性：`public` + +类型：integer + +### `FOpenVolType` + +声明：field + +数量类组合开仓数量模式 1：固定成交量法；2：固定金额法；3：剩余资金占比法 + +可见性：`public` + +类型：integer + +### `FCloseVolType` + +声明：field + +数量类组合平仓数量模式 1：固定成交量法；2：可平仓数量占比法 可见性：`public` @@ -102,7 +122,7 @@ 声明：field -比例类组合资金分配方式 4：等权重 +比例类组合资金分配方式；-1：用户自定义比例；0/1/4/5/6/7 为系统配比；8：剩余资金等比例分配；默认 4：等权重 可见性：`public` @@ -631,7 +651,67 @@ return ret; | --------- | --------- | -------------- | | `v_end_t` | date_time | 日期，当前时点 | -返回：array +返回：通常为 `array`；比例类当前调仓日不调仓时，可返回非数组控制值 + +返回契约 + +`GetTradeOrder(v_end_t)` 的返回值是框架回调输入，不是固定列集合；记录字段由 +`FGroupType` 及数量、费用和成交价配置共同决定。每行是二维数组中的一条记录。 + +比例类组合（`FGroupType := 1`）返回目标持仓记录： + +| 字段 | 类型 | 标准非空 | 配置/省略规则 | +| --------------- | ---------- | -------- | ------------------------------------------------------ | +| `截止日` | `date_time` | 是 | 当前调仓时点，通常等于 `v_end_t` | +| `代码` | `string` | 是 | 目标持仓证券代码 | +| `方向` | `integer` | 是 | `1` 多单；`0` 空单；兼容省略时默认多单 | +| `比例(%)` | `numeric` | 是 | `FRateType := -1` 必须提供；系统配比时由框架计算 | +| `成交价` | `numeric` | 否 | 通常由 `FPriceType` 获取；自定义成交价时必须提供 | +| `乘数` | `numeric` | 否 | 省略时按品种或默认 `1` | +| `保证金比例(%)` | `numeric` | 否 | 省略时按品种或默认 `100` | +| `开仓费率(%)` | `numeric` | 是 | 省略时使用品种默认费率 | +| `平仓费率(%)` | `numeric` | 是 | 省略时使用品种默认费率 | + +`名称` 可出现在用户导入数据或范例中，但不属于比例类必需契约字段。 + +数量类组合（`FGroupType := 2`）返回交易明细记录： + +| 字段 | 类型 | 标准非空 | 配置/省略规则 | +| ------------------- | ---------- | -------- | ------------------------------------------------------ | +| `截止日` | `date_time` | 是 | 当前交易时点，通常等于 `v_end_t` | +| `代码` | `string` | 是 | 交易证券代码 | +| `方向` | `integer` | 是 | `1` 多单；`0` 空单；兼容省略时默认多单 | +| `动作` | `integer` | 是 | `0` 开仓；`1` 平仓；兼容省略时默认开仓 | +| `成交量` | `numeric` | 是 | 固定成交量时提供；期权动作 `0/32/33` 必须提供 | +| `成交价` | `numeric` | 是 | 标准交易明细应提供；系统价 `FPriceType` 可代取，自定义时必须提供 | +| `乘数` | `numeric` | 否 | 省略时按品种或默认值处理 | +| `保证金比例(%)` | `numeric` | 否 | 省略时按品种或默认值处理 | +| `费率(%)` | `numeric` | 是 | `FFeeType := 1`；省略时使用品种默认费率 | +| `资金` | `numeric` | 条件 | 开仓且 `FOpenVolType := 2` | +| `剩余资金占比(%)` | `numeric` | 条件 | 开仓且 `FOpenVolType := 3` | +| `平仓数量占比(%)` | `numeric` | 条件 | 平仓且 `FCloseVolType := 2` | +| `费用` | `numeric` | 条件 | `FFeeType := 2`；只适合数量类，直接提供单笔费用 | + +`FOpenVolType`/`FCloseVolType` 决定成交量替代字段：开仓模式为 `2/3` 时分别提供 `资金`/`剩余资金占比(%)`，平仓模式为 `2` 时提供 `平仓数量占比(%)`。这些模式下不应再把 `成交量` 当作用户输入列。 + +`名称` 可出现在导入数据或范例中，但不属于数量类必需契约字段。 + +期权组合扩展（数量类专用）： + +| 字段 | 类型 | 规则 | +| ---------- | -------- | ---- | +| `组 ID` | `string` | 组合策略数据必有；未构成组合时为空字符串；同一组合的所有成分合约使用同一值 | +| `组合类型` | `string` | 组合策略标识，如 `CNSJC`、`STD`；未识别或单腿时可为空 | + +- `动作 := 32` 表示申请构建组合，`动作 := 33` 表示组合解锁；框架后续可能标准化为 `34/35` 调入/调出数据。 +- 对一个组合必须提供所有成分合约，且这些行的 `组 ID`、`动作`、`成交量` 相同。 +- 期权动作 `0`、`32`、`33` 使用固定成交量法；动作 `1` 可使用固定成交量或可平仓数量占比法。 +- 采用费率法时动作 `32/33` 的 `费率(%)` 为 `0`；采用费用法时对应 `费用` 为 `0`。 + +控制返回： + +- 数量类在当前时点无交易时返回空数组。 +- 比例类返回空数组表示完全清仓；比例类某个调仓日不调仓时返回非数组控制值，不要将其解释为交易字段。 ### `GetTA(v_end_t)` diff --git a/skills/tsl-api-reference/scripts/framework_lookup.py b/skills/tsl-api-reference/scripts/framework_lookup.py index c491ea0b..77ae47cb 100644 --- a/skills/tsl-api-reference/scripts/framework_lookup.py +++ b/skills/tsl-api-reference/scripts/framework_lookup.py @@ -2,6 +2,7 @@ """Library for validating and resolving evidence-backed framework profiles.""" import json +from copy import deepcopy from pathlib import Path from lookup import ( @@ -87,6 +88,17 @@ def validate_source_ids(data, rows): errors.append( f"{section}[{entry_index}].evidence references unknown source {source}" ) + if section == "contracts" and isinstance(entry, dict): + for schema_index, schema in enumerate( + entry.get("return_schemas", []) + ): + for source in evidence_set(schema): + if source not in known_sources: + errors.append( + f"contracts[{entry_index}].return_schemas" + f"[{schema_index}].evidence references unknown source " + f"{source}" + ) return errors @@ -209,6 +221,54 @@ def validate_framework(framework, rows, codegen_root, index): f"{framework['qualified_name']}.contracts[{contract_index}] " f"references unknown source {source}" ) + if not isinstance(contract, dict) or contract.get("status") != "resolved": + continue + discriminator = contract.get("mode_discriminator") + if not isinstance(discriminator, dict) or not discriminator.get("api"): + errors.append( + f"{framework['qualified_name']}.contracts[{contract_index}] resolved " + "contracts must contain mode_discriminator.api" + ) + continue + configured_apis = { + normalize(entry.get("api", "")) + for entry in framework.get("configuration", []) + if isinstance(entry, dict) + } + if normalize(discriminator["api"]) not in configured_apis: + errors.append( + f"{framework['qualified_name']}.contracts[{contract_index}]." + f"mode_discriminator.api {discriminator['api']!r} is not a " + "configuration member" + ) + schemas = contract.get("return_schemas") + if not isinstance(schemas, list) or not schemas: + errors.append( + f"{framework['qualified_name']}.contracts[{contract_index}] resolved " + "contracts must contain return_schemas" + ) + continue + discriminator_field = discriminator["api"].rsplit(".", 1)[-1] + seen_values = set() + for schema_index, schema in enumerate(schemas): + path = ( + f"{framework['qualified_name']}.contracts[{contract_index}]." + f"return_schemas[{schema_index}]" + ) + if not isinstance(schema, dict): + errors.append(f"{path} must be an object") + continue + value = schema.get("when", {}).get(discriminator_field) + if value is None or str(value).strip() == "": + errors.append(f"{path}.when must select {discriminator_field}") + elif str(value) in seen_values: + errors.append(f"{path}.when duplicates {discriminator_field}={value}") + else: + seen_values.add(str(value)) + if not isinstance(schema.get("fields"), list) or not schema["fields"]: + errors.append(f"{path}.fields must be a non-empty array") + if not evidence_set(schema): + errors.append(f"{path}.evidence must contain at least one source id") return errors @@ -225,6 +285,47 @@ def validate_index(data, rows, codegen_root): return errors +def contract_mode_mapping(contract, configuration_api): + discriminator = contract.get("mode_discriminator", {}) + return ( + contract.get("status") == "resolved" + and normalize(discriminator.get("api", "")) == normalize(configuration_api) + and isinstance(contract.get("return_schemas"), list) + ) + + +def resolved_contract_packet(contract, config): + packet = deepcopy(contract) + discriminator = packet.get("mode_discriminator") + packet["selected_return_schema"] = None + if not isinstance(discriminator, dict) or not discriminator.get("api"): + return packet + + field = discriminator["api"].rsplit(".", 1)[-1] + schemas = packet.get("return_schemas", []) + values = [ + str(schema.get("when", {}).get(field)) + for schema in schemas + if schema.get("when", {}).get(field) is not None + ] + packet["mode_discriminator"] = { + **discriminator, + "field": field, + "values": values, + } + if field in config: + requested = str(config[field]) + packet["selected_return_schema"] = next( + ( + schema + for schema in schemas + if str(schema.get("when", {}).get(field)) == requested + ), + None, + ) + return packet + + def scaffold_packet(framework, config): configured_names = { entry["api"].rsplit(".", 1)[-1] @@ -245,7 +346,15 @@ def scaffold_packet(framework, config): } ) for entry in framework["configuration"]: - if entry.get("contract_evidence_required") and entry["api"].rsplit(".", 1)[-1] in config: + field = entry["api"].rsplit(".", 1)[-1] + if not entry.get("contract_evidence_required") or field not in config: + continue + mapped_contracts = [ + contract + for contract in framework["contracts"] + if contract_mode_mapping(contract, entry["api"]) + ] + if not mapped_contracts: diagnostics.append( { "code": "CONTRACT_MODE_UNRESOLVED", @@ -258,6 +367,29 @@ def scaffold_packet(framework, config): "source_ids": entry.get("evidence", []), } ) + continue + requested = str(config[field]) + available = { + str(schema.get("when", {}).get(field)) + for contract in mapped_contracts + for schema in contract.get("return_schemas", []) + if schema.get("when", {}).get(field) is not None + } + if requested not in available: + diagnostics.append( + { + "code": "CONTRACT_MODE_UNKNOWN", + "severity": "error", + "message": ( + f"{entry['api']}={requested!r} has no recorded return schema." + ), + "next_action": ( + "Use one of the documented mode values: " + + ", ".join(sorted(available)) + ), + "source_ids": entry.get("evidence", []), + } + ) contract_status = "resolved" for contract in framework["contracts"]: if contract.get("status") != "resolved": @@ -271,6 +403,15 @@ def scaffold_packet(framework, config): "source_ids": contract.get("evidence", []), } ) + contracts = [ + resolved_contract_packet(contract, config) + for contract in framework["contracts"] + ] + if any( + diagnostic["code"] in {"CONTRACT_MODE_UNKNOWN", "CONTRACT_MODE_UNRESOLVED"} + for diagnostic in diagnostics + ): + contract_status = "incomplete" return { "status": "resolved", "scaffold_status": "resolved", @@ -285,6 +426,7 @@ def scaffold_packet(framework, config): "state_apis": framework["state_apis"], "execution": framework["execution"], "result_apis": framework["result_apis"], + "contracts": contracts, "diagnostics": diagnostics, "evidence": framework.get("evidence", []), } diff --git a/skills/tsl-api-reference/workflows/class-and-framework.md b/skills/tsl-api-reference/workflows/class-and-framework.md index 9327e96b..114e18b0 100644 --- a/skills/tsl-api-reference/workflows/class-and-framework.md +++ b/skills/tsl-api-reference/workflows/class-and-framework.md @@ -38,6 +38,8 @@ python /scripts/class_lookup.py \ - `scaffold_status=resolved` 只表示生命周期和成员引用完整。 - `contract_status` 不是 `resolved` 时，必须按 `diagnostics` 补齐模式与返回 schema 证据， 并停止生成回调字段。 +- `contract_status=resolved` 时，`contracts[].return_schemas` 给出全部已验证模式；传入 + `--config` 命中模式后，`contracts[].selected_return_schema` 给出当前配置对应的字段契约。 Framework Profile 只描述 API 协议，不定义 TSL 语法或代码结构。解析后的 Framework Contract Packet 仅作为已验证的 API 事实输出。 diff --git a/test/test_tsl_api_framework.py b/test/test_tsl_api_framework.py index ee5f02f1..8ab61528 100644 --- a/test/test_tsl_api_framework.py +++ b/test/test_tsl_api_framework.py @@ -633,7 +633,7 @@ class TslApiFrameworkTests(unittest.TestCase): packet = json.loads(result.stdout) self.assertEqual("resolved", packet["profile_status"]) self.assertEqual("resolved", packet["profile"]["scaffold_status"]) - self.assertEqual("incomplete", packet["profile"]["contract_status"]) + self.assertEqual("resolved", packet["profile"]["contract_status"]) self.assertEqual( ["construct", "configure", "schedule", "callback", "execute", "inspect"], [phase["phase"] for phase in packet["profile"]["lifecycle"]], @@ -770,7 +770,7 @@ class TslApiFrameworkTests(unittest.TestCase): packet = json.loads(result.stdout) profile = packet["profile"] self.assertEqual("resolved", profile["scaffold_status"]) - self.assertEqual("incomplete", profile["contract_status"]) + self.assertEqual("resolved", profile["contract_status"]) self.assertEqual( ["construct", "configure", "schedule", "callback", "execute", "inspect"], [phase["phase"] for phase in profile["lifecycle"]], @@ -779,12 +779,21 @@ class TslApiFrameworkTests(unittest.TestCase): ["tsBackTesting.GetTradeOrder"], [hook["api"] for hook in profile["hooks"] if hook["required"]], ) + self.assertEqual([], profile["diagnostics"]) self.assertEqual( - "CONTRACT_INCOMPLETE", - profile["diagnostics"][0]["code"], + ["tsBackTesting.GetTradeOrder"], + [contract["callback"] for contract in profile["contracts"]], + ) + self.assertEqual( + { + "api": "tsBackTesting.FGroupType", + "field": "FGroupType", + "values": ["1", "2"], + }, + profile["contracts"][0]["mode_discriminator"], ) - def test_candidate_discriminator_does_not_invent_a_mode(self): + def test_candidate_discriminator_resolves_ratio_schema(self): result = run_script( CLASS_LOOKUP, "--class", @@ -799,12 +808,124 @@ class TslApiFrameworkTests(unittest.TestCase): packet = json.loads(result.stdout) profile = packet["profile"] self.assertEqual({"FGroupType": "1"}, profile["configured_values"]) - self.assertEqual("incomplete", profile["contract_status"]) + self.assertEqual("resolved", profile["contract_status"]) + self.assertEqual([], profile["diagnostics"]) + schema = profile["contracts"][0]["selected_return_schema"] + self.assertEqual("1", schema["when"]["FGroupType"]) + self.assertEqual( + ["截止日", "代码"], + [field["name"] for field in schema["fields"] if field.get("required")], + ) + self.assertEqual( + [-1, 1], + schema["alternate_returns"][1]["documented_examples"], + ) + self.assertTrue( + all( + field.get("pdf_non_empty") + for field in schema["fields"] + if field["name"] in {"截止日", "代码", "方向", "比例(%)"} + ) + ) + self.assertEqual( + "FRateType", + next( + field["required_when"] + for field in schema["fields"] + if field["name"] == "比例(%)" + )[0]["field"], + ) + + def test_candidate_discriminator_resolves_quantity_schema(self): + result = run_script( + CLASS_LOOKUP, + "--class", + "tsBackTesting", + "--config", + "FGroupType=2", + "--format", + "json", + ) + + self.assertEqual(0, result.returncode, result.stderr) + profile = json.loads(result.stdout)["profile"] + self.assertEqual("resolved", profile["contract_status"]) + self.assertEqual([], profile["diagnostics"]) + schema = profile["contracts"][0]["selected_return_schema"] + self.assertEqual("2", schema["when"]["FGroupType"]) self.assertIn( - "CONTRACT_MODE_UNRESOLVED", + "动作", + [field["name"] for field in schema["fields"] if field.get("required")], + ) + self.assertEqual( + ["empty_array"], + [item["type"] for item in schema["alternate_returns"]], + ) + self.assertEqual( + {"组 ID", "组合类型"}, + { + field["name"] + for field in schema["fields"] + if field["name"] in {"组 ID", "组合类型"} + }, + ) + action = next(field for field in schema["fields"] if field["name"] == "动作") + self.assertEqual("0", action["compat_default"]) + volume = next(field for field in schema["fields"] if field["name"] == "成交量") + self.assertEqual( + ["32", "33"], + volume["record_required_when"]["动作"], + ) + self.assertEqual( + "FOpenVolType", + next( + field["required_when"] + for field in schema["fields"] + if field["name"] == "资金" + )[0]["field"], + ) + + def test_unknown_discriminator_value_is_reported(self): + result = run_script( + CLASS_LOOKUP, + "--class", + "tsBackTesting", + "--config", + "FGroupType=3", + "--format", + "json", + ) + + self.assertEqual(0, result.returncode, result.stderr) + profile = json.loads(result.stdout)["profile"] + self.assertEqual("incomplete", profile["contract_status"]) + self.assertIsNone(profile["contracts"][0]["selected_return_schema"]) + self.assertIn( + "CONTRACT_MODE_UNKNOWN", {item["code"] for item in profile["diagnostics"]}, ) + def test_get_trade_order_reference_records_mode_specific_fields(self): + result = run_script( + API_LOOKUP, + "--name", + "tsBackTesting.GetTradeOrder", + ) + + self.assertEqual(0, result.returncode, result.stderr) + self.assertIn("FGroupType := 1", result.stdout) + self.assertIn("FGroupType := 2", result.stdout) + self.assertIn("`比例(%)`", result.stdout) + self.assertIn("`剩余资金占比(%)`", result.stdout) + self.assertIn("非数组", result.stdout) + + def test_quantity_mode_discriminators_are_indexed_members(self): + for name in ("tsBackTesting.FOpenVolType", "tsBackTesting.FCloseVolType"): + with self.subTest(name=name): + result = run_script(API_LOOKUP, "--name", name) + self.assertEqual(0, result.returncode, result.stderr) + self.assertNotIn("No TSL API named", result.stdout) + def test_unknown_configuration_is_reported(self): result = run_script( CLASS_LOOKUP,